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Trade: CHZ/USDT/720/SSF/MIDPRICE/5932

Strategy
CHZ/USDT/720/SSF/MIDPRICE/5932
Pair
CHZ_USDT
Interval
12h
Score
827297
Daily Profit
1.211807
Profit Factor
10.625398
Profitability
50.000000
Streak
140.691794
Best Strategy
Training Data Length
2223.500000
Evaluation Time
2025-10-07 07:36
Expiration Time
2025-12-12 18:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2811506.2408 2694452.5296 117053.7112 3432701.078 802875.6345 2629825.4435
Total P&L (%) 2811.5062 2694.4525 117.0537 3432.7011 802.8756 2629.8254
Avg Daily Profit (%) 1.2645 1.2118 0.0526 0.1604 0.099 0.1488
Buy And Hold Return (%) 144.2773 144.2773 144.2773 144.2773 144.2773 144.2773
Max Trade Drawdown -88776 -56267 -83090 -5050448 -3865258 -4879243
Profit Factor 6.1788 10.6254 1.4451 1.1625 1.0647 1.302
Total Trades 65 32 33 65 32 33
Winning Trades 34 16 18 34 16 18
Losing Trades 31 16 15 31 16 15
Profitability (%) 52.3077 50 54.5455 52.3077 50 54.5455
Ratio Avg Win / Avg Loss 5.6336 10.6254 1.2043 1.0599 1.0647 1.085
Largest Winning Trade 2543453 2543453 45476 4202114 4202114 1645976
Largest Losing Trade -52605 -52605 -50551 -3865258 -3865258 -2480859
Avg Bars in Trades 66 92 40 66 92 40
Avg Bars in Winners 64 80 50 64 80 50
Avg Bars in Losers 67 104 28 67 104 28
Bars Traded 4296 2961 1335 4296 2961 1335
Profit Streak 0 140.6918 0 0 140.6918 0
Trades During Streak 0 2 0 0 2 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -113603 827297 -286856 -169773 -209802 241693
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 2223.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572912000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759811771045,
    "expiration_time": 1765558512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            2811506.240839022,
            2694452.529637873,
            117053.7112011483,
            3432701.0780048557,
            802875.6345444759,
            2629825.4434603797
        ],
        [
            2811.506241,
            2694.45253,
            117.053711,
            3432.701078,
            802.875635,
            2629.825443
        ],
        [
            1.264451,
            1.211807,
            0.052644,
            0.160446,
            0.099011,
            0.148832
        ],
        [
            144.277342,
            144.277342,
            144.277342,
            144.277342,
            144.277342,
            144.277342
        ],
        [
            -88776,
            -56267,
            -83090,
            -5050448,
            -3865258,
            -4879243
        ],
        [
            6.178774,
            10.625398,
            1.445141,
            1.162504,
            1.064662,
            1.302027
        ],
        [
            65,
            32,
            33,
            65,
            32,
            33
        ],
        [
            34,
            16,
            18,
            34,
            16,
            18
        ],
        [
            31,
            16,
            15,
            31,
            16,
            15
        ],
        [
            52.307692,
            50,
            54.545455,
            52.307692,
            50,
            54.545455
        ],
        [
            5.633588,
            10.625398,
            1.204284,
            1.05993,
            1.064662,
            1.085022
        ],
        [
            2543453,
            2543453,
            45476,
            4202114,
            4202114,
            1645976
        ],
        [
            -52605,
            -52605,
            -50551,
            -3865258,
            -3865258,
            -2480859
        ],
        [
            66,
            92,
            40,
            66,
            92,
            40
        ],
        [
            64,
            80,
            50,
            64,
            80,
            50
        ],
        [
            67,
            104,
            28,
            67,
            104,
            28
        ],
        [
            4296,
            2961,
            1335,
            4296,
            2961,
            1335
        ],
        [
            0,
            140.691794,
            0,
            0,
            140.691794,
            0
        ],
        [
            0,
            2,
            0,
            0,
            2,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -113603,
            827297,
            -286856,
            -169773,
            -209802,
            241693
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 4447,
    "evaluation_days": 2223.5,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1572912000000,
    "last_datapoint_time": 1759795200000,
    "evaluation_time": 1759811771045,
    "expiration_time": 1765558512000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 88,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 121,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)